Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47487.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46092.83 Kr¶

PnL: ---------------------------------------> -795.74 Kr¶

DD now: ---------------------------------> -2.349 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 17:23:12.435252'

Anic Portfolio¶

Today¶

Return: -0.804 %¶

This Week¶

Return: -1.392 %¶

Total¶

Return: 55.462 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.570000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 -0.630000 2779.000000 143.000000 5.420000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.280000 424.200000 69.200000 19.490000 355.000000
Corem Property Group B 59 -2.240000 643.100000 66.100000 11.460000 576.999999
HMS Networks 2 -1.010000 708.400000 35.400000 5.260000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.440000 546.800000 14.800000 2.780000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.690000 259.920000 13.920000 5.660000 246.000000
Karnov Group 9 3.560000 549.900000 13.900000 2.590000 536.000004
Boozt 12 2.210000 1666.800000 12.800000 0.770000 1653.999996
Eastnine 4 -1.410000 502.400000 11.400000 2.320000 491.000000
Resurs Holding 22 0.040000 583.880000 9.880000 1.720000 573.999998
OEM International B 7 -2.170000 536.900000 8.900000 1.690000 527.999997
Norva24 Group 16 -4.220000 551.680000 8.680000 1.600000 543.000000
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
Intrum 4 -0.750000 532.000000 5.000000 0.950000 527.000000
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
AcadeMedia 12 0.910000 559.920000 2.920000 0.520000 557.000004
Essity B 2 -0.690000 576.000000 2.000000 0.350000 574.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.970000 546.000000 0.000000 0.000000 546.000000
Swedbank A 3 -1.470000 561.750000 -2.250000 -0.400000 564.000000
Securitas B 6 -0.630000 563.400000 -6.600000 -1.160000 570.000000
Nordea Bank Abp 29 -1.360000 3443.460000 -10.540000 -0.310000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.960000 547.050000 -14.950000 -2.660000 562.000005
CTEK 13 0.760000 517.010000 -16.990000 -3.180000 533.999999
International Petroleum Corp. 5 1.660000 521.000000 -73.570000 -12.370000 594.565215
Vivesto 1368 -3.660000 533.250000 -79.750000 -13.010000 612.999432
SAAB B 8 -0.610000 3280.000000 -97.000000 -2.870000 3377.000000
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
OX2 18 -0.290000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.650000 3555.500000 -200.500000 -5.340000 3756.000001
Fasadgruppen Group 35 -2.260000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 -1.200000 2990.000000 -372.000000 -11.060000 3361.999992
TOTAL 46092.830000 -795.740000 -2.34878% 46888.564618

Updated:¶

'2023-01-13 17:23:24.958162'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶